+36.2%
HST vs TROW
+6.0%
+30.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +0.7% | -3.0% | +3.7% | +1.8% |
| 30D | -0.7% | -5.5% | +4.8% | +1.3% |
| 3M | -4.0% | +2.3% | -6.3% | -5.6% |
| 6M | +20.7% | +23.9% | -3.2% | +9.8% |
| YTD | +31.0% | +7.9% | +23.1% | +23.8% |
| 1Y | +36.2% | +6.1% | +30.1% | +27.9% |
| All | +36.2% | +6.0% | +30.2% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TROW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling